Commit Graph

668 Commits

Author SHA1 Message Date
Matthias
83fbaf16c8 Extract numeric param validation and explosion 2021-04-10 07:59:59 +02:00
Matthias
ea4b5d675d Don't explode low/high, but use explicit parameters 2021-04-10 07:12:31 +02:00
Matthias
5f67400649 Add SKDecimal Space 2021-04-09 21:58:15 +02:00
Matthias
c51839dc3b Make the logmessage for loaded parameters clearer 2021-04-05 11:21:20 +02:00
Matthias
dc406fe19f Fail in case of name and explicit space name collisions 2021-04-05 10:53:00 +02:00
Matthias
30e5e92968 Don't allow one parmeter to be in 2 spaces
use the explicit user wish (given explicitly with "space")
2021-04-03 20:17:48 +02:00
Rokas Kupstys
faf40482ef Fix parameter printing. 2021-04-03 13:49:24 +03:00
Rokas Kupstys
ea43d5ba85 Implement DecimalParameter and rename FloatParameter to RealParameter. 2021-04-02 17:08:16 +03:00
Matthias
5acdc9bf42 Fix type errors by converting all hyperopt methods to instance methods 2021-04-01 06:47:23 +02:00
Rokas Kupstys
5e5b11d4d6 Split "enabled" to "load" and "optimize" parameters. 2021-03-31 12:31:28 +03:00
Matthias
929f329607 more tests 2021-03-28 19:49:20 +02:00
Matthias
20f7e9b4b7 Make BaseParameter get_space abstract 2021-03-28 19:31:54 +02:00
Matthias
71e2134694 Add some simple tests for hyperoptParameters 2021-03-27 11:26:26 +01:00
Matthias
786ddc6a91 remove unused imports 2021-03-27 10:47:33 +01:00
Rokas Kupstys
e934d3ddfb [SQUASH] Oopsie. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
40f5c7853e [SQUASH] Add a way to temporarily disable a parameter (excludes from parameter loading/hyperopt) and print parameter values when executed. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
bbe6ece38d [SQUASH] Fix parameter configs not loading. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
424cd2a914 [SQUASH] Use "space" instead of category. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
fd45dfd894 [SQUASH] Make skopt imports optional. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
e9f0babe8a [SQUASH] Use HyperStrategyMixin as part of IStrategy interface. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
2d13e5fd50 [SQUASH] Oopsies. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
bb89e44e19 [SQUASH] Address PR comments.
* Split Parameter into IntParameter/FloatParameter/CategoricalParameter.
* Rename IHyperStrategy to HyperStrategyMixin and use it as mixin.
* --hyperopt parameter is now optional if strategy uses HyperStrategyMixin.
* Use OperationalException() instead of asserts.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
0a205f52b0 Optional support for defining hyperopt parameters in a strategy file and reusing common hyperopt/strategy parts. 2021-03-26 16:56:24 +02:00
Brook Miles
ce1ed76269 complete stoploss_from_open and associated test 2021-03-17 22:44:10 +09:00
Brook Miles
aee2591490 add stoploss_from_open() as a strategy_helper 2021-03-17 17:58:23 +09:00
Matthias
e32b2097f0 Use timestamp in UTC timezone for ROI comparisons 2021-02-27 09:32:59 +01:00
JoeSchr
642e3be7c5
Fix(strategy/interface.py): comment typo
`advice_buy` -> `advise_buy`
2021-02-26 23:17:59 +01:00
Matthias
3d9b4034e6 Use already calculated current_profit for sell_profit_offset comparison 2021-02-02 08:06:19 +01:00
Pan Long
4cc93151c5
Fix a bug when compare sell_profit_offset
It should be comparing the ratio instead of absolut profit.

Also updated the comment.
2021-01-31 12:14:09 +08:00
Matthias
6007d5182a
Merge pull request #4147 from hoeckxer/ignore_expired_candle
Ignoring candles that have expired within timeframe
2021-01-12 19:04:16 +01:00
hoeckxer
1f6a71fdd9 Reformat code on new version 2021-01-12 08:24:11 +01:00
hoeckxer
71f45021b9 Removed redundant statement 2021-01-12 07:35:30 +01:00
hoeckxer
e328182bd7 Changed workings so it only needs to timing-parameter, instead of also requiring a boolean value 2021-01-12 07:30:39 +01:00
Matthias
63a579dbab Add sell_profit_offset parameter
Allows defining positive offsets before enabling the sell signal
2021-01-11 19:30:25 +01:00
Matthias
5102dfd6df
Merge pull request #4144 from freqtrade/improve_informativepair
Improve merge_informative_pairs to properly merge correct timeframes
2021-01-09 10:15:59 +01:00
Matthias
b43ef474ad Fix expired candle implementation
Improve and simplify test by passing the current time to the function
2021-01-07 07:51:49 +01:00
Matthias
c9e477214f Allow protections to be set in the strategy 2021-01-06 16:37:09 +01:00
hoeckxer
65d91a3a58 isort fix 2021-01-05 15:36:34 +01:00
hoeckxer
573de1cf08 Fixed flake8 warnings 2021-01-05 15:30:29 +01:00
hoeckxer
e3f3f36298 Changes based on review comments 2021-01-05 14:49:35 +01:00
hoeckxer
c9ed2137bb Simplified return statements
Signed-off-by: hoeckxer <hawkeyenl@yahoo.com>
2021-01-05 09:07:46 +01:00
Erwin Hoeckx
67306d943a
Update interface.py
Simplified return value, thereby including the situation where the time simply hasn't expired yet
2021-01-05 07:33:34 +01:00
Erwin Hoeckx
9a93a0876a
Update interface.py
Adjusted comment
2021-01-05 07:32:07 +01:00
hoeckxer
844df96ec7 Making changes so the build checks are satisified (imports & flake8)
Signed-off-by: hoeckxer <hawkeyenl@yahoo.com>
2021-01-05 07:06:53 +01:00
hoeckxer
614a996597 First commit about ignoring expired candle
Signed-off-by: hoeckxer <hawkeyenl@yahoo.com>
2021-01-04 20:49:24 +01:00
Matthias
07bc0c3fce Improve merge_informative_pairs to properly merge correct timeframes
explanation in #4073, closes #4073
2021-01-04 13:49:38 +01:00
Matthias
512e163355 change docstring to better reflect what the method is for 2020-12-31 09:48:49 +01:00
Matthias
9d5961e224 Rename method to custom_stoploss 2020-12-20 11:17:50 +01:00
Matthias
277342f167 Rename flag to "use_custom_stoposs" 2020-12-20 11:12:22 +01:00
Matthias
6892c08e9b Improve docstring 2020-12-19 13:18:06 +01:00
Matthias
b2c1098316 more docs for dynamic stoploss method 2020-12-19 12:03:18 +01:00
Matthias
f7b54c2415 Allow and document time-based custom stoploss
closes #3206
2020-12-19 11:46:49 +01:00
Matthias
a414b57d54 Experiment with custom stoploss interface 2020-12-18 06:56:56 +01:00
Matthias
768a24c375 Add stoplossvalue interface 2020-12-18 06:56:56 +01:00
Matthias
7eab33de08 Merge branch 'develop' into plugins/protections_backtest 2020-12-13 10:31:33 +01:00
Matthias
f1af2972e2 Ensure non-defined attributes fail correctly
Remove unnecessary check, as stoploss cannot be none (it's mandatory and
a number)
2020-12-09 07:55:08 +01:00
Matthias
be57ceb252 Remove confusing entry
(in this branch of the if statement, candle_date is empty
2020-12-07 08:23:10 +01:00
Matthias
fefb4b23d0 revise logic in should_sell 2020-11-27 09:24:53 +01:00
Matthias
81d08c4def Add detailed backtest test verifying the ROI / trailing stop collision 2020-11-27 08:24:56 +01:00
radwayne
8e03fee868
Update interface.py
Changed The should_sell() method, to handle the case where both ROI and trailing stoploss are reached in backtest.
2020-11-06 13:56:46 +01:00
Matthias
e602ac3406 Introduce Pairlocks middleware 2020-10-27 07:06:06 +01:00
Matthias
a143f7bc43 Improve pairlock docstrings 2020-10-21 19:35:57 +02:00
Matthias
7caa6cfe31 Add tests for pairlock 2020-10-20 19:21:13 +02:00
Matthias
e513871fd5 Persist pairlocks
closes #3034
2020-10-20 19:21:13 +02:00
Matthias
66b77d2f53 Fix some types 2020-10-02 06:52:43 +02:00
Matthias
253b7b763e Apply isort to freqtrade codebase 2020-09-28 19:40:46 +02:00
Matthias
7852feab05 support smaller timeframes 2020-09-07 09:06:43 +02:00
Matthias
71af64af94 Move comment to the right place 2020-09-04 20:10:43 +02:00
Matthias
cc684c5141 Correctly handle identical timerame merges 2020-09-04 20:09:02 +02:00
Matthias
7bc8927914 Add documentation for merge_informative_pair helper 2020-09-04 20:02:31 +02:00
Matthias
bd4f3d838a Implement merge_informative_pairs helper 2020-09-04 19:44:35 +02:00
Matthias
f54fecaeba Expose helpermethods thorugh freqtrade.strategy 2020-09-02 19:58:26 +02:00
Matthias
3bb69bc1bd Add returns statement to docstring 2020-08-24 17:31:00 +02:00
Matthias
fca11160e4 Improve docstring of is_pair_locked 2020-08-24 17:18:57 +02:00
Matthias
354a406248 Sort imports in interface.py 2020-08-24 11:45:38 +02:00
Matthias
c272944834 Lock pair until a new candle arrives 2020-08-24 11:09:09 +02:00
Matthias
8b767eedfd Merge branch 'develop' into pr/yazeed/3055 2020-08-24 07:21:48 +02:00
Matthias
87e4a82041 Merge branch 'develop' into bt_add_maxdrawdown 2020-08-09 08:34:36 +02:00
Matthias
c4a9a79be0
Apply suggested documentation changes from code review
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-07-04 09:43:49 +02:00
Matthias
1339479882 Have sell_type stringify correctly 2020-07-03 06:58:27 +02:00
Matthias
eef3c01da7 Fix function header formatting 2020-06-18 19:49:05 +02:00
Matthias
f1993fb2f4 Pass analyzed dataframe to get_signal 2020-06-18 08:09:52 +02:00
Matthias
48225e0d80 Improve interface docstrings for analyze functions 2020-06-18 07:54:00 +02:00
Matthias
f2a778d294 Combine tests for empty dataframe 2020-06-18 07:03:30 +02:00
Matthias
8b186dbe0e Add additional test scenarios 2020-06-18 06:50:06 +02:00
Matthias
84329ad2ca Add confirm_trade* methods to abort buying or selling 2020-06-18 06:50:06 +02:00
Matthias
910100f1c8 Improve docstring comment 2020-06-18 06:50:06 +02:00
Matthias
c047e48a47 Add errorsupression to safe wrapper 2020-06-18 06:50:06 +02:00
Matthias
bc821c7c20 Add documentation for bot_loop_start 2020-06-18 06:50:06 +02:00
Matthias
77056a3119 Add bot_loop_start callback 2020-06-18 06:50:06 +02:00
Matthias
8166b37253 Explicitly check if dp is available 2020-06-18 06:50:06 +02:00
Matthias
55fa514ec9 Adapt most tests 2020-06-18 06:50:05 +02:00
Matthias
273aaaff12 Introduce .analyze() function for Strategy
Fixing a few tests along the way
2020-06-18 06:50:05 +02:00
Matthias
95f3ac08d4 Update some comments 2020-06-18 06:50:05 +02:00
Matthias
fd97ad9b76 Cache analyzed dataframe 2020-06-18 06:50:05 +02:00
Matthias
a8005819c9 Add class-level attributes to hyperopt and strategy 2020-06-02 10:19:27 +02:00
Matthias
09fe3c6f5e create compatibility code 2020-06-02 09:52:30 +02:00
Matthias
cadc50ce9b Replace more occurances of ticker_interval with timeframe 2020-06-01 20:49:40 +02:00
Matthias
ea5daee505 Allow changing severity of strategy-validations to log only. 2020-05-29 19:37:18 +02:00
Matthias
27e0c2604c
Add comment to ensure we're not accidentally removing this again 2020-05-26 16:58:29 +02:00
hroff-1902
9f573481a8 Fix #3378 2020-05-26 13:54:45 +03:00
Matthias
046202fdda Fix typing circular dependency 2020-05-22 20:56:34 +02:00
hroff-1902
8bf38443c2
Merge branch 'develop' into verify_date_on_new_candle_on_get_signal 2020-05-20 14:05:21 +03:00
hroff-1902
a8b1dcf3c8 Minor: cleanup in get_signal() 2020-05-19 22:20:53 +03:00
hroff-1902
7b2bb73a12
Merge branch 'develop' into verify_date_on_new_candle_on_get_signal 2020-05-19 21:34:58 +03:00
hroff-1902
115586a50f Introduce freqtrade.typing 2020-05-18 21:59:50 +03:00
hroff-1902
627c5059f0 Move create_pair_list to pairlistmanager 2020-05-18 13:54:21 +03:00
hroff-1902
f8b01f5a43 Make flake happy 2020-05-16 12:27:56 +03:00
hroff-1902
bf25746965 Introduce datatype for informative pairs 2020-05-16 12:27:56 +03:00
Matthias
431b244f43 Merge branch 'develop' into interface_ordertimeoutcallback 2020-04-19 06:58:44 +02:00
Matthias
c465552df4 Update comment to mention .copy() usage 2020-04-02 20:17:54 +02:00
Matthias
3fcd531eac Copy dataframe in interfac.py (reduces memory consumption) 2020-04-02 19:30:59 +02:00
Matthias
cd2e738e35 Add test for assert error 2020-03-29 11:40:13 +02:00
orehunt
3ef568029f different exception messages 2020-03-26 07:05:30 +01:00
orehunt
0f53e646fd check that the strategy dataframe matches the one given by the bot 2020-03-24 14:08:34 +01:00
Matthias
a1bbeaa668 Merge branch 'develop' into interface_ordertimeoutcallback 2020-03-15 14:56:14 +01:00
Yazeed Al Oyoun
1395f65872 meh 2020-03-11 17:29:22 +01:00
Yazeed Al Oyoun
c442913feb final 2020-03-11 17:28:03 +01:00
Yazeed Al Oyoun
ba596af636 final? 2020-03-11 17:26:57 +01:00
Yazeed Al Oyoun
d25cf1395b fixed log message 2020-03-11 17:23:22 +01:00
Yazeed Al Oyoun
7754742459 fix tests 2020-03-11 17:13:39 +01:00
Yazeed Al Oyoun
a82cdf0add fixed test 2020-03-11 17:04:51 +01:00
Yazeed Al Oyoun
4e45abbf13 added return false, false 2020-03-11 16:44:45 +01:00
Yazeed Al Oyoun
54bde6ac11 verify date on new candle before producing signal 2020-03-11 16:34:23 +01:00
hroff-1902
3208faf7ed Do not use ticker where it's not a ticker 2020-03-08 20:47:02 +03:00
Matthias
4d8430c687 Use string typehints to avoid import errors 2020-03-01 09:43:20 +01:00
hroff-1902
e411717de9 No percent where ratio is to be used 2020-02-28 12:36:39 +03:00
Matthias
8cd77b2e27 Add some tests for strategy_wrapper 2020-02-22 11:55:40 +01:00
Matthias
365fdf4c37 Add docstring to strategy wrapper 2020-02-22 11:41:22 +01:00
Matthias
bf556c8678 Merge branch 'develop' into interface_ordertimeoutcallback 2020-02-21 20:35:07 +01:00
Matthias
6c01542fed Ad check_sell_timeout 2020-02-21 20:27:13 +01:00
hroff-1902
bee28a1061
Merge pull request #2944 from freqtrade/move_defaultstrategy
Move defaultstrategy
2020-02-20 08:52:24 +03:00
Matthias
1634297685 Move strategies to test subfolder 2020-02-18 20:12:10 +01:00
Matthias
d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +01:00
Matthias
49dcc561b7 POC for check_buy_timeout 2020-02-06 20:30:17 +01:00
Matthias
2816b96650 Create strategy_wrapper to call user-defined code with 2020-02-06 20:26:04 +01:00
hroff-1902
f3d500085c Add some type hints 2020-02-02 07:00:40 +03:00
Matthias
fc2970f41b Merge branch 'develop' into data_handler 2020-01-21 06:58:48 +01:00
Matthias
099bbc5c7f Fix bug when stoploss_on_exchange in combination with dry-run
does not sell orders
2020-01-20 20:14:40 +01:00
Matthias
bdda620397 add plot_config to startegy interface properly 2020-01-04 12:56:46 +01:00
Matthias
f04873b0b0 Add plot_config to interface 2020-01-04 11:14:00 +01:00
Matthias
dbe8f727cb Fix typehint 2019-12-28 11:01:41 +01:00
Matthias
9835312033 Improve pair_lock handling 2019-12-22 09:46:00 +01:00
Matthias
a2964afd42 Rename profit_percent to profit_ratio to be consistent 2019-12-17 08:53:30 +01:00
Matthias
3163cbdf8a Apply special case for negative ROI 2019-12-07 15:18:12 +01:00
hroff-1902
b8aa727edf Fix second part of freqtrade-strategies #51 2019-11-21 05:10:48 +03:00
Matthias
132a4da7cf Small style fixes and adjusted tests 2019-10-27 10:56:38 +01:00
Matthias
5c2682e2c9 Add startup_candle_count to sample strategy 2019-10-27 09:44:56 +01:00
Matthias
6382a4cd04 Implement startup-period to default-strategy 2019-10-27 09:44:56 +01:00
Matthias
141c454187 Add startup-candles-argument for strategy 2019-10-27 09:44:56 +01:00
Matthias
3c8d27d098 remove correct comment ... 2019-10-13 09:54:03 +02:00
hroff-1902
4c1705fb1e No specific handling for trailing_stop_positive 2019-10-11 22:59:13 +03:00
Matthias
ff7a3cc885 remove last occurance of config. from stop_loss_reached 2019-10-11 09:05:21 +02:00
Matthias
4d1488498c stoploss_reached should not use config 2019-10-11 08:55:31 +02:00
hroff-1902
9b23376415 Move experimental settings to ask_strategy 2019-10-05 13:29:59 +03:00
hroff-1902
39f41def54
Merge pull request #2261 from freqtrade/test_speedup
[minor] Test speedup
2019-09-14 11:25:00 +03:00
Matthias
2cf045c53e Remove commented indicators from DefaultStrategy 2019-09-14 10:00:59 +02:00
Matthias
0135784589 remove unused indicators from default_strategy 2019-09-13 19:56:58 +02:00
hroff-1902
67ff48ce3e Comment out noisy log messages 2019-09-12 21:01:14 +03:00
hroff-1902
acf3b751f0 Log sell_flag, do not log sell_type=SellType.NONE 2019-09-12 01:21:14 +03:00
hroff-1902
9bdfaf3803 Remove quotes around the pairs 2019-09-11 23:32:08 +03:00
hroff-1902
35580b135a Improve backtesting logs 2019-09-10 10:42:45 +03:00
Matthias
13932f55f5 Fix random test failures 2019-09-08 14:02:32 +02:00
hroff-1902
45cfdbbda7 Make flake happy 2019-09-08 03:10:01 +03:00
hroff-1902
2b00a5d90a Get rid of import_strategy() 2019-09-08 02:43:02 +03:00
Matthias
ee808abfea Add emergency_sell as sell reason 2019-09-01 09:07:09 +02:00
Matthias
0e62b8bd85 Update strategy_version to INTERFACE_VERSION 2019-08-26 20:16:03 +02:00
Matthias
92011f8294 Introduce strategy_version variable 2019-08-26 19:44:33 +02:00
Matthias
e35a349229 Fix spelling of interface.py docstring 2019-08-14 06:07:03 +02:00
Matthias
200b6ea10f Add is_pair_locked 2019-08-12 19:50:38 +02:00
Matthias
c042d08bb7 Add lock_pairs to interface 2019-08-12 16:29:09 +02:00
Matthias
2af663dccb rename _analyze_ticker_int to _analyze_ticker_internal 2019-08-04 12:55:03 +02:00
Matthias
62262d0bb5 improve docstring of _analyze_ticker_int 2019-08-04 10:21:22 +02:00
Matthias
52d92cba90 Split analyze_ticker and _analyze_ticker_int 2019-08-04 10:20:31 +02:00
Matthias
700bc087d3
Merge pull request #1952 from hroff-1902/fix/1948
Fix #1948
2019-06-27 19:36:06 +02:00
hroff-1902
116d8e853e typos in docstrings fixed 2019-06-23 23:10:37 +03:00
hroff-1902
7fbdf36c64 avoid code duplication while selecting min_roi entries 2019-06-23 19:23:51 +03:00
hroff-1902
144e053a4e fix for #1948 2019-06-20 03:26:25 +03:00
Matthias
3240d4e70e
Merge pull request #1925 from hroff-1902/strategy-advise-logging
debug logging for IStrategy.advise_*()
2019-06-14 19:24:14 +02:00
Matthias
160894c031 Calculate profit_high to make sure stoploss_positive_offset is correct 2019-06-13 20:04:52 +02:00
hroff-1902
4801af4c77 debug logging for IStrategy.advise_*() added 2019-06-11 10:42:14 +03:00
Misagh
36dae7cc6c trailing stoploss reason fixed 2019-06-02 13:27:31 +02:00
hroff-1902
9fbe573cca limit usage of ccxt to freqtrade/exchange only 2019-04-09 12:27:35 +03:00
hroff-1902
2aa1b43f01 get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead 2019-04-04 20:56:40 +03:00
Matthias
9a632d9b7c Formatting 2019-03-23 16:51:36 +01:00
Matthias
c404e9ffd0 Simplify trailing_stop logic 2019-03-23 16:48:17 +01:00
Matthias
b1fe8c5325 Simplify stoploss_reached 2019-03-23 16:46:03 +01:00
Matthias
7307084dfd Move stoploss-adjustment to the top 2019-03-23 16:44:58 +01:00
Matthias
a7b60f6780 update trailing_stop with high in case of backtesting 2019-03-17 16:03:44 +01:00
Matthias
05ab1c2e0a Fix some comments 2019-03-17 16:02:13 +01:00
Matthias
2d4a2fd10b Use oppen_rate instead of artificial defaults 2019-03-17 13:12:04 +01:00
Matthias
fc360608b7 Rename function to adjust_min_max 2019-03-16 20:14:45 +01:00
Matthias
738ed93221 call new function 2019-03-16 19:54:34 +01:00
misagh
a772ab323e adding the option to resolver 2019-03-12 15:43:53 +01:00
misagh
9c1c962aa7 if condition fixed 2019-03-09 20:30:56 +01:00
misagh
c122eab77b added trailing_only_offset_is_reached option 2019-03-09 20:13:35 +01:00
hroff-1902
8e7e670003
Orthography in the log message 2019-02-13 12:42:39 +03:00
hroff-1902
585f525879
Cosmetic: fix logging 2019-02-10 21:02:53 +03:00
Misagh
421be5da86
Merge pull request #1511 from freqtrade/fix/more_settings_strategy
add more settings to strategy
2019-01-30 11:22:10 +01:00
Matthias
ba07348b82 Rename additional_pairs to informative_pairs 2019-01-26 19:22:45 +01:00
Matthias
5ea332e9be fix bug with trailing_stop_offset if it's disabled 2019-01-23 20:57:31 +01:00
Matthias
89ddfe08f4 Add additional-pairs (sample) to defaultstrategy 2019-01-22 19:17:08 +01:00
Matthias
6e2de75bcb Add additional_pairs to strategy 2019-01-22 07:07:15 +01:00
Matthias
a2bc1da669 Remove private var from class instance
it's overwritten in __init__ anyway
2019-01-22 07:07:15 +01:00
Matthias
58f1abf287 Add dp / wallets to strategy interface 2019-01-22 07:04:19 +01:00
misagh
a2618208ef wrapping in parantheses instead of line breaks 2019-01-18 12:07:51 +01:00
misagh
5e2e96acd2 compatibility with edge added 2019-01-16 18:38:20 +01:00
misagh
a44f781284 Merge branch 'develop' into tsl_on_exchange 2019-01-16 14:56:27 +01:00
misagh
cffc9ce890 last step: stop loss on exchange added to trailing 2019-01-16 14:49:47 +01:00
Matthias
e9d61eb35d Fix ROI calculation problem
Prior to that all ROI entries with a key > trade_duration where active.
This causes a problem if the ROI is not linearly declining
2019-01-12 13:45:03 +01:00
misagh
f4ceeca438 Merge branch 'develop' into tsl_on_exchange 2019-01-08 15:33:32 +01:00
misagh
4fbb9d4462 adding stoploss_on_exchange_interval to order_types dict. default to 1
minute (60)
2019-01-08 12:39:53 +01:00
Matthias
4599c80e79 Add trailing-stop to strategy 2019-01-05 07:10:25 +01:00
Matthias
3329ffd071 improve comment 2019-01-02 14:44:17 +01:00
Matthias
516217b6cb Stop loss should also be shown when trailing is active 2019-01-02 13:34:08 +01:00
Matthias
1d518885a9 fix roi-reached when list is unsorted 2019-01-01 16:45:52 +01:00
Misagh
1dbcab0b09
Merge pull request #1413 from freqtrade/feat/data_helpers
Feat/data helpers
2018-12-17 09:14:10 +01:00
Matthias
b3bb98777b
Merge branch 'develop' into time_in_force 2018-12-17 06:37:46 +01:00
Matthias
1c5031b468 load_data to return dataframe 2018-12-15 14:28:37 +01:00
Matthias
b38195e9b3 Rename to converter 2018-12-14 06:32:49 +01:00
Matthias
453f62cdfa Adjust imports 2018-12-14 06:32:49 +01:00
Matthias
aca243086e Fix comment 2018-12-13 19:43:17 +01:00
Matthias
5c3dcf3e2b Test for wrong inputs (empty / none-dataframes) in get_signal 2018-12-12 19:35:51 +01:00
Matthias
627ab9f583 pass around dataframe instead of list 2018-12-12 19:17:09 +01:00
misagh
b7aa77acdd conflict resolved 2018-12-04 20:28:07 +01:00
misagh
86354ed258 conflict resolved 2018-11-26 19:08:58 +01:00
misagh
b2634e8e08 typo corrected 2018-11-26 18:28:13 +01:00
misagh
962b02b079 one last step before tests 2018-11-25 22:02:59 +01:00
misagh
fb7b65c909 time in force drafted
time in force drafted
2018-11-25 20:44:40 +01:00
misagh
3e29fbb17a stoploss on exchange added as a parameter to order_types 2018-11-25 17:22:56 +01:00
Matthias
21a093bcdb extract resolvers to IResolvers and it's own package 2018-11-24 20:00:02 +01:00
misagh
fea77824d0 handle stop loss on exchange added 2018-11-23 15:17:36 +01:00
misagh
3a1c378325 typing bugs 2018-11-22 17:14:22 +01:00
misagh
bbe8e4e494 flake8 2018-11-22 17:07:37 +01:00
misagh
bfbdddff26 stoploss limit order added to exchange 2018-11-22 16:24:40 +01:00
misagh
238dd6413c Merge branch 'develop' into stoploss_on_exchange 2018-11-22 09:39:01 +01:00
misagh
b50250139e Drafting stoploss on exchange 2018-11-19 20:02:26 +01:00
Matthias
968184ef0d Swap default mode to all limit (defaults to how it was before) 2018-11-17 19:40:53 +01:00
Matthias
54a86d72f2 Raise error if one of the required ordertypes is not present 2018-11-17 12:59:16 +01:00
Matthias
3ab0cf49af Add order_types to sample strategy 2018-11-17 10:26:15 +01:00
Matthias
24ed9a8b7d Add loading order_types from config file 2018-11-17 10:14:18 +01:00
Matthias
6a71f80a9e Add support for different order types 2018-11-15 06:58:24 +01:00
misagh
6d63de1932 removing unnecessary lib 2018-11-07 18:15:04 +01:00
misagh
6838ae0591 conflict resolved => new backtest low and high params 2018-11-07 17:56:21 +01:00
misagh
bcecaa69d4 removing global variable modification 2018-11-06 19:41:46 +01:00
Matthias
8c93760a6d simplify some code 2018-10-30 20:23:31 +01:00
Matthias
3679b0948a cleanup interface 2018-10-30 19:37:45 +01:00
Matthias
233c442af9 Adjust backtest so sell uses stop-loss or roi value as closerate 2018-10-29 19:27:23 +01:00
misagh
25daf3a0f7 Merge branch 'develop' into money_mgt 2018-10-23 19:33:13 +02:00
misagh
8b3631d1ac make “if condition” more readable 2018-10-01 17:49:27 +02:00
misagh
ad666ac65c autopep8 corrected 2018-10-01 17:33:18 +02:00
Matthias
334e7553e1 Fix hyperopt not working after update of scikit-learn to 0.20.0 2018-09-29 13:49:27 +02:00
misagh
75ba6578a3 unused library + trailing whitespaces removed. 2018-09-26 16:36:41 +02:00
misagh
cf37093e5a empty dict default removed 2018-09-21 22:07:12 +02:00
misagh
ef52c7b510 edge positioning put into package 2018-09-21 17:41:31 +02:00
misagh
5f68834ccc merging develop into money_mgt (updated to async) 2018-09-14 19:20:49 +02:00
misagh
13ffd88053 merging develop into async. requirement.txt conflict resolved 2018-09-06 20:28:07 +02:00
misagh
a74953cb4d Draft of money management 2018-09-06 16:59:51 +02:00
Matthias
3fd00c9a9c Merge branch 'develop' into ta_on_candle 2018-09-01 20:01:18 +02:00
Matthias
2ec5a536aa Fix comment location 2018-09-01 19:57:12 +02:00
Matthias
d35d3bb38c rename ta_on_candle to process_only_new_candles
be more expressive
2018-09-01 19:52:40 +02:00
Matthias
cb46aeb73c rename variable to be more expressive 2018-09-01 19:50:45 +02:00
Matthias
54ddd908e6 Merge branch 'develop' into ccxt-async 2018-08-29 19:43:09 +02:00
Samuel Husso
7376a0d538
Merge pull request #1131 from freqtrade/parametrize_outdated_ticker
parametrize outdated_offset to simplify sandbox usage
2018-08-22 07:02:38 +03:00
Matthias
8f41e0e190 Use setting in 'exchange' dict 2018-08-20 20:01:57 +02:00
Samuel Husso
98240e0e48
Merge pull request #1154 from freqtrade/min_roi_output
Output min-roi setting when overwriting from config
2018-08-16 20:18:49 +03:00
Matthias
4a8c120926 Output min-roi setting when overwriting from config 2018-08-16 11:35:41 +02:00
Matthias
d007ac4b96 check version explicitly, use "python" in venv 2018-08-15 08:37:20 +02:00
Matthias
e3e79a55fa Fix _abc_data pickle error in 3.7 2018-08-12 10:16:51 +02:00
Matthias
b008649d79 Remove unnecessary quote escaping 2018-08-09 20:13:07 +02:00
Matthias
3b2f161573 Add test for ta_on_candle override 2018-08-09 20:12:45 +02:00
Matthias
e36067afd3 refactor candle_seen to private 2018-08-09 19:58:47 +02:00
Matthias
c4e43039f2 Allow control from strategy 2018-08-09 19:24:00 +02:00
Matthias
98730939d4 Refactor to use a plain dict
* check config-setting first - avoids any call to "candle_seen"
eventually
2018-08-09 13:02:41 +02:00
Matthias
c9580b31d0 parametrize outdated_offset to simplify sandbox usage 2018-08-07 09:25:21 +02:00
creslin
10ab6c7ffa Removed unneeded property code 2018-08-03 09:14:16 +00:00
creslin
1fef384bba flake 8 2018-08-03 08:40:16 +00:00
creslin
d2a728cebd flake 8 2018-08-03 08:38:13 +00:00
creslin
6b3e8dcc33 holds a dict of each pair last seen.
to correctly manage the last seen of a pair.
2018-08-03 08:33:37 +00:00
creslin
c38d94df2d Resubmitting - because GIT.
This is the last cut that was in #1117 before i closed that PR

This PR allows a user to set the flag "ta_on_candle" in their config.json

This will change the behaviour of the the bot to only process indicators
when there is a new candle to be processed for that pair.

The test is made up of "last dataframe row date + pair" is different to
last_seen OR  ta_on_candle is not True
2018-08-03 07:33:34 +00:00
Matthias
337d9174d9 Flake8 fixes 2018-08-02 20:11:27 +02:00
misagh
2ec2f1abce async branch updated to reflect develop branch changes 2018-08-02 16:48:21 +02:00
Matthias
9c08cdc81d Fix typehints 2018-08-01 21:58:32 +02:00
Matthias
038e97667f
Merge branch 'develop' into BASE64 2018-08-01 07:26:13 +02:00
Gert
b83487cc36 added required changes 2018-07-30 13:00:08 -07:00
Matthias
787d6042de Switch from pair(str) to metadata(dict) 2018-07-29 20:56:23 +02:00
Matthias
82680ac6aa improve docstrings for strategy 2018-07-29 20:55:40 +02:00
Matthias
39cf0decce don't use __annotate__
it is only present when typehints are used which cannot be guaranteed
for userdefined classes
2018-07-29 20:55:40 +02:00
Matthias
f286ba6b87 overload populate_indicators to work with and without pair argumen
all while not breaking users strategies
2018-07-29 20:55:40 +02:00
Matthias
791c5ff071 update comments to explain what advise methods do 2018-07-29 20:55:37 +02:00
Matthias
8a9c54ed61 use new methods 2018-07-29 20:55:37 +02:00
Matthias
df8700ead0 Adapt after merge from develop 2018-07-29 20:55:37 +02:00
Matthias
aa772c28ad Add tests for advise_indicator methods 2018-07-29 20:55:37 +02:00
Matthias
7300c0a0fe remove @abstractmethod as this method may not be present in new
strategies
2018-07-29 20:55:06 +02:00
Gert Wohlgemuth
5871488858 fixed errors and making flake pass 2018-07-29 20:55:06 +02:00
Gert Wohlgemuth
19b9966417 satisfied flake8 again 2018-07-29 20:55:06 +02:00
Gert Wohlgemuth
57f683697d revised code 2018-07-29 20:55:06 +02:00
Gert Wohlgemuth
296d3d8bbe working on refacturing of the strategy class 2018-07-29 20:55:06 +02:00
Samuel Husso
187e039a58
Merge pull request #1034 from freqtrade/feat/positive_sl_limit
add offset for positive trailing stop loss
2018-07-29 08:30:29 +03:00
Matthias
df3e76a65d Remove legacy code, fix missed call 2018-07-26 19:11:51 +01:00
Matthias
484103b957 extract get_history_data from get_signal 2018-07-26 18:23:42 +01:00
Matthias
060469fefc Add stuff after rebase 2018-07-19 20:12:20 +02:00
Matthias
4fb9823cfb fix rebase problem 2018-07-19 19:50:06 +02:00
Matthias
a452864b41 Use namedtuple for sell_return 2018-07-19 19:39:08 +02:00
Matthias
4059871c28 Add get_strategy_name 2018-07-19 19:34:14 +02:00
Matthias
838b0e7b76 Remove unused import 2018-07-19 19:29:31 +02:00
Matthias
0147b1631a remove optional from selltype 2018-07-19 19:27:33 +02:00
Matthias
f991109b0a Add sell-reason to sell-tree 2018-07-19 13:29:42 +02:00
Matthias
6bb7167b56 Add sellType enum 2018-07-19 13:25:48 +02:00
Matthias
c0a7725c1f Add stoploss offset 2018-07-19 13:22:44 +02:00
Matthias
64f933477d
Merge pull request #1007 from freqtrade/remove-analyze
Remove Analyze
2018-07-19 10:12:36 +02:00
Janne Sinivirta
85fd4dd3ff rename analyze.py to exchange_helpers.py 2018-07-17 21:26:52 +03:00
Janne Sinivirta
dbc3874b4f __init__ must return None to please mypy 2018-07-17 10:47:15 +03:00
Janne Sinivirta
aeb4102bcb refactor Analyze class methods to base Strategy class 2018-07-16 08:23:39 +03:00
Matthias
b4ba641131 Update config dict with attributes loaded from strategy 2018-07-15 09:01:08 +02:00
Gert Wohlgemuth
1897a1cb6a fixed mypy issues, seriosuly... 2018-07-05 16:10:38 -07:00
Gert Wohlgemuth
58879ff012 fixed braket 2018-07-05 15:01:53 -07:00
Gert Wohlgemuth
e1f5745f59
Update resolver.py 2018-07-05 14:50:23 -07:00
Gert Wohlgemuth
1c48902e64
Merge branch 'develop' into BASE64 2018-07-05 14:40:04 -07:00
Gert Wohlgemuth
8bbee4038b integrated BASE64 encoded strategy loading 2018-07-05 14:30:24 -07:00
Janne Sinivirta
bf4d0a9b70 sort imports 2018-07-04 10:31:35 +03:00
gcarq
4ea5fcc661 resolver: don't fail if user_data can't be found 2018-06-23 14:42:22 +02:00
gcarq
9c66c25890 resolver: use current folder instead of script folder to find user_data 2018-06-23 14:34:36 +02:00
gcarq
c40e6a12d1 move logic from hyperopt to freqtrade.strategy 2018-06-23 11:13:49 +02:00
xmatthias
a8bf5092e8 add ignore explanation 2018-06-02 14:18:57 +02:00
xmatthias
e28973c50a fix flake8 2018-05-31 22:17:46 +02:00
xmatthias
3fb1dd02f1 add typehints and type: ignores 2018-05-31 22:00:46 +02:00
xmatthias
cf34b84cf1 add attributes with typehints 2018-05-31 21:59:22 +02:00
xmatthias
f4f821e88e add typehints 2018-05-31 21:44:18 +02:00
gcarq
306885e174 Merge branch 'develop' into feat/objectify-ccxt 2018-05-02 22:49:55 +02:00
gcarq
403f59ef45 use native python logger 2018-04-21 20:47:06 +02:00
enenn
ce3603f84f Change ticker_interval from 5 to 5m in default strategy 2018-04-07 21:31:52 +02:00
enenn
db46ad6502 Change ticker interval from minutes as integer to string (1m, 5m, 1h,...) 2018-04-07 16:57:47 +02:00
Michael Egger
9019f6492f
define constants on module level (#596) 2018-04-02 16:42:53 +02:00
gcarq
f78044da6d fix method docs 2018-03-27 16:32:58 +02:00
gcarq
a356edb117 implement '--strategy-path' argument 2018-03-27 16:32:58 +02:00
gcarq
5fb6fa38aa apply __slots__ to resolver and reintroduce type conversations 2018-03-27 16:32:58 +02:00
gcarq
99e890bc99 simplify resolver constructor 2018-03-27 16:32:58 +02:00
gcarq
280886104c strategy: remove unneeded population methods in resolver 2018-03-27 16:32:58 +02:00
gcarq
b254ff9b41 Merge 'develop' into feature/enhance-strategy-resolving 2018-03-26 16:23:25 +02:00
gcarq
fa7f74b4bc use native python logger 2018-03-25 21:43:00 +02:00
gcarq
3f8d7dae39 make name a required argument and add fallback to getEffectiveLevel 2018-03-25 21:42:03 +02:00
gcarq
a38c2121cc adapt tests 2018-03-25 15:12:39 +02:00
gcarq
b4d2a3f495 refactor StrategyResolver to work with class names 2018-03-25 15:12:39 +02:00
gcarq
6e5c14a95b fix mutable default argument 2018-03-25 15:12:39 +02:00
gcarq
ca9c5edd39 rename Strategy into StrategyResolver 2018-03-25 15:12:39 +02:00
gcarq
33ddc540cf don't shadow built-in name tuple 2018-03-20 19:50:04 +01:00
gcarq
d2aea7bdc1 optimize imports 2018-03-20 19:50:04 +01:00
Gérald LONLAS
e6732e01e1 Use ticker_interval defined in Strategy() instead of a mix between strategy and config file (#540) 2018-03-15 23:48:22 +01:00
Gerald Lonlas
5a6f6c7138 Merge commit 'd13d6736b92ebfed1e172b60c77029e6c10b29a6' into feature/objectify 2018-03-04 00:51:49 -08:00